Roku, Inc. (ROKU) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Roku, Inc. (ROKU): 1Y return 60.0%, Sharpe ratio 1.21, volatility 46.5%, max drawdown -27.7%. A Stock in the Equity asset class. Compare ROKU with other assets and invest through your own broker with pfolio.
Roku, Inc. (ROKU) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ROKU Performance
- MTD
- Return: 3.0%, Sharpe: 5.28, Volatility: 16.1%, Max Drawdown: -2.2%
- YTD
- Return: 31.2%, Sharpe: 1.24, Volatility: 49.5%, Max Drawdown: -27.7%
- 1Y
- Return: 60.0%, Sharpe: 1.21, Volatility: 46.5%, Max Drawdown: -27.7%
- 5Y
- Return: -66.7%, Sharpe: 0.00, Volatility: 65.6%, Max Drawdown: -91.9%
Frequently Asked Questions
- What is Roku, Inc. (ROKU)?
- Roku, Inc. (ROKU) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ROKU compare to other assets?
- You can compare ROKU with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ROKU through pfolio?
- pfolio helps you build diversified portfolios that may include ROKU. You invest through your own broker — pfolio provides the analytics.